This paper examines risk-averse and risk-seeking investor preferences for oil spot and futures prices by using the mean … and futures markets. However, the SD tests show that spot dominates futures in the downside risk, while futures dominate … spot in the upside profit. On the other hand, the SD findings suggest that spot dominates futures in downside risk, while …

conclusion that spot dominates futures in the downside risk while futures dominate spot in the upside profit. It is also found … that risk-averse investors prefer investing in the spot index, whereas risk seekers are attracted to the futures index to …

management, whether the Basel Accord has improved risk management during the global financial crisis, the role of banking … regulation in an economy under credit risk and liquidity shock, separating informa-tion maximum likelihood estimation of the … integrated volatility and covariance with micro-market noise, stress testing correlation matrices for risk management, whether …

This paper examines risk-averse and risk-seeking investor preferences for oil spot and futures prices by using the mean … and futures markets. However, the SD tests show that spot dominates futures in the downside risk, while futures dominate … spot in the upside profit. On the other hand, the SD findings suggest that spot dominates futures in downside risk, while …

Risk management is crucial for optimal portfolio management. One of the fastest growing areas in empirical finance is … the expansion of financial deriva-tives. The purpose of this special issue on “Risk Management and Financial Deriva … contributed significantly to the analysis of risk management, with an emphasis on financial derivatives, specifically conditional …

This paper examines risk transmission and migration among six US measures of credit and market risk during the full … price. There are more long-run equilibrium risk relationships and short-run causal relationships among the four oil … long run and also leads in the risk discovery process in the short run. On the other hand, the CDS spread of the highly …

This paper estimates the effects of short and long haul volatility (or risk) in monthly Japanese tourist arrivals to … former has an asymmetric effect on risk from positive and negative shocks of equal magnitude, while the latter has no … the issues related to risk and leverage effects, are also applicable to international tourism flows. …